0001172661-18-000367.txt : 20180212 0001172661-18-000367.hdr.sgml : 20180212 20180212155611 ACCESSION NUMBER: 0001172661-18-000367 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180212 DATE AS OF CHANGE: 20180212 EFFECTIVENESS DATE: 20180212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Capula Management Ltd CENTRAL INDEX KEY: 0001557017 IRS NUMBER: 000000000 STATE OF INCORPORATION: E9 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17203 FILM NUMBER: 18596243 BUSINESS ADDRESS: STREET 1: UGLAND HOUSE STREET 2: SOUTH CHURCH STREET, GEORGE TOWN CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 BUSINESS PHONE: 345-949-8066 MAIL ADDRESS: STREET 1: UGLAND HOUSE STREET 2: SOUTH CHURCH STREET, GEORGE TOWN CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001557017 XXXXXXXX 12-31-2017 12-31-2017 false Capula Management Ltd

Ugland House South Church Street, George Town Grand Cayman E9 KY1-1104

13F HOLDINGS REPORT 028-17203 N Henning Bruder 3459498066 /s/ Henning Bruder Potsdam 2M 02-09-2018 1 7 588568 1 0001351450 028-17757 Capula Investment Management LLP INFORMATION TABLE 2 infotable.xml ISHARES TR IBOXX HI YD ETF 464288513 87260 1000000 SH Put DFND 1 1000000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 82931 1760000 SH Put DFND 1 1760000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 70680 1500000 SH Put DFND 1500000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 82931 1760000 SH Call DFND 1 1760000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4973 105540 SH DFND 105540 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 259786 9308000 SH Put DFND 1 9308000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7 255 SH DFND 1 255 0 0